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Re: st: SUR and random coefficients?
If you don't have a solution to this with STATA you can do it
with AD Model builder's random effects module. In fact you can (almost)
as easily do nonlinear SUR's with re's.
>if someone has an answer to Stephan, I am a taker as well. Have been
>wanting to do SUR with RCM for a while.
>De: "Stephan Brunow" <Stephan.Brunow@mailbox.tu-dresden.de>
>Sujet: st: SUR and random coefficients?
>Date: Wed, 15 Mar 2006 12:33:43 +0100
>we want to estimate a SUR model (Zellners seemingly unrelated regression)
>but also want to consider a random coefficient approach (mixed
>variables/multilevel model) in this context as well. Not only the
>but also variables should have the random coefficient.
>Does anybody knows how we can do this in STATA? Possibly, does anybody
>an ado-file? It seems as if there is no way to do it with STATA at the
>Thanks for your help,
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David A. Fournier
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Sidney, B.C. V8l 3S3
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